Method of calculation of cash flows of capital issue as a result of securitization of assets, at various options of structuring bonds

Abstract

In article one of the major and most complex stages of realization of deal securitization of assets - development stage and a choice of structure of issue of the securities emitted in its result. In this article, will be proposed to the calculation of the cash flows of capital issue as a result of securitization of assets as an example the following structure of mortgage bonds: bonds of direct distribution, the bond with consecutive structure, bonds with proportional structure, bonds with the floating and return floating interest rate and stipping bonds.